Efficient estimation of high-dimensional multivariate normal copula models with discrete spatial responses

The distributional transform (DT) is amongst the computational methods used for estimation of high-dimensional multivariate normal copula models with discrete responses. Its advantage is that the likelihood can be derived conveniently under the theory for copula models with continuous margins, but there has not been a clear analysis of the adequacy of this method. We investigate the small-sample and asymptotic efficiency of the method for estimating high-dimensional multivariate normal copula models with univariate Bernoulli, Poisson, and negative binomial margins, and show that the DT approximation leads to biased estimates when there is more discretisation. For a high-dimensional discrete response, we implement a maximum simulated likelihood method, which is based on evaluating the multidimensional integrals of the likelihood with randomized quasi Monte Carlo methods. Efficiency calculations show that our method is nearly as efficient as maximum likelihood for fully specified high-dimensional multivariate normal copula models. Both methods are illustrated with spatially aggregated count data sets, and it is shown that there is a substantial gain on efficiency via the maximum simulated likelihood method

A mixed effect model for bivariate meta-analysis of diagnostic test accuracy studies using a copula representation of the random effects distribution

Diagnostic test accuracy studies typically report the number of true positives, false positives, true negatives and false negatives. There usually exists a negative association between the number of true positives and true negatives, because studies that adopt less stringent criterion for declaring a test positive invoke higher sensitivities and lower specificities. A generalized linear mixed model (GLMM) is currently recommended to synthesize diagnostic test accuracy studies. We propose a copula mixed model for bivariate meta-analysis of diagnostic test accuracy studies. Our general model includes the GLMM as a special case and can also operate on the original scale of sensitivity and specificity. Summary receiver operating characteristic curves are deduced for the proposed model through quantile regression techniques and different characterizations of the bivariate random effects distribution. Our general methodology is demonstrated with an extensive simulation study and illustrated by re-analysing the data of two published meta-analyses. Our study suggests that there can be an improvement on GLMM in fit to data and makes the argument for moving to copula random effects models. Our modelling framework is implemented in the package CopulaREMADA within the open source statistical environment R

On the estimation of normal copula discrete regression models using the continuous extension and simulated likelihood

The continuous extension of a discrete random variable is amongst the computational methods used for estimation of multivariate normal copula-based models with discrete margins. Its advantage is that the likelihood can be derived conveniently under the theory for copula models with continuous margins, but there has not been a clear analysis of the adequacy of this method. We investigate the asymptotic and small-sample efficiency of two variants of the method for estimating the multivariate normal copula with univariate binary, Poisson, and negative binomial regressions, and show that they lead to biased estimates for the latent correlations, and the univariate marginal parameters that are not regression coefficients. We implement a maximum simulated likelihood method, which is based on evaluating the multidimensional integrals of the likelihood with randomized quasi Monte Carlo methods. Asymptotic and small-sample efficiency calculations show that our method is nearly as efficient as maximum likelihood for fully specified multivariate normal copula-based models. An illustrative example is given to show the use of our simulated likelihood method

A vine copula mixed effect model for trivariate meta-analysis of diagnostic test accuracy studies accounting for disease prevalence

A bivariate copula mixed model has been recently proposed to synthesize diagnostic test accuracy studies and it has been shown that it is superior to the standard generalized linear mixed model in this context. Here, we call trivariate vine copulas to extend the bivariate meta-analysis of diagnostic test accuracy studies by accounting for disease prevalence. Our vine copula mixed model includes the trivariate generalized linear mixed model as a special case and can also operate on the original scale of sensitivity, specificity, and disease prevalence. Our general methodology is illustrated by re-analyzing the data of two published meta-analyses. Our study suggests that there can be an improvement on trivariate generalized linear mixed model in fit to data and makes the argument for moving to vine copula random effects models especially because of their richness, including reflection asymmetric tail dependence, and computational feasibility despite their three dimensionality

Hybrid copula mixed models for combining case-control and cohort studies in meta-analysis of diagnostic tests

Copula mixed models for trivariate (or bivariate) meta-analysis of diagnostic test accuracy studies accounting (or not) for disease prevalence have been proposed in the biostatistics literature to synthesize information. However, many systematic reviews often include case-control and cohort studies, so one can either focus on the bivariate meta-analysis of the case-control studies or the trivariate meta-analysis of the cohort studies, as only the latter contains information on disease prevalence. In order to remedy this situation of wasting data we propose a hybrid copula mixed model via a combination of the bivariate and trivariate copula mixed model for the data from the case-control studies and cohort studies, respectively. Hence, this hybrid model can account for study design and also due to its generality can deal with dependence in the joint tails. We apply the proposed hybrid copula mixed model to a review of the performance of contemporary diagnostic imaging modalities for detecting metastases in patients with melanoma